BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
FUTURES ONLY POSITIONS AS OF 09/29/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 9,130
COMMITMENTS
580 1,632 474 7,365 6,650 8,419 8,756 711 374
CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: 230)
-11 15 38 246 180 273 233 -43 -3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.4 17.9 5.2 80.7 72.8 92.2 95.9 7.8 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
7 5 8 23 24 32 35
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 09/29/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 21,588
COMMITMENTS
10,576 3,408 740 7,289 12,913 18,605 17,061 2,983 4,527
CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: 670)
405 -94 172 70 504 647 582 23 88
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
49.0 15.8 3.4 33.8 59.8 86.2 79.0 13.8 21.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
18 12 16 23 26 49 46
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
FUTURES ONLY POSITIONS AS OF 09/29/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.) OPEN INTEREST: 8,062
COMMITMENTS
1,157 2,164 262 6,004 4,952 7,423 7,378 639 684
CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: 207)
0 68 20 123 144 143 232 64 -25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.4 26.8 3.2 74.5 61.4 92.1 91.5 7.9 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
5 8 5 31 22 39 32
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
FUTURES ONLY POSITIONS AS OF 09/29/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 5,903
COMMITMENTS
44 4,245 249 5,086 957 5,379 5,451 524 452
CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: 106)
0 68 24 70 0 94 92 12 14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.7 71.9 4.2 86.2 16.2 91.1 92.3 8.9 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 9 7 18 7 27 16
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 09/29/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 229,457
COMMITMENTS
85,172 40,319 49,332 74,545 112,519 209,049 202,170 20,408 27,287
CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: 2,557)
-3,664 -532 5,385 695 -2,256 2,416 2,597 141 -40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.1 17.6 21.5 32.5 49.0 91.1 88.1 8.9 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 295)
110 72 100 56 81 222 211
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 09/29/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 303,540
COMMITMENTS
104,627 38,938 58,506 109,802 163,854 272,935 261,298 30,605 42,242
CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: 9,148)
4,737 1,577 922 2,617 4,060 8,276 6,559 872 2,589
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.5 12.8 19.3 36.2 54.0 89.9 86.1 10.1 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 350)
111 69 121 92 122 273 270
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 09/29/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 3,565
COMMITMENTS
737 373 216 1,629 2,338 2,582 2,927 983 638
CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: 60)
56 -9 -1 88 43 143 33 -83 27
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.7 10.5 6.1 45.7 65.6 72.4 82.1 27.6 17.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
17 6 4 15 14 34 24
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 09/29/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 42,864
COMMITMENTS
15,453 13,067 7,404 13,194 12,357 36,051 32,828 6,813 10,036
CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: -1,277)
-576 -822 0 -416 426 -992 -396 -285 -881
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.1 30.5 17.3 30.8 28.8 84.1 76.6 15.9 23.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 160)
38 50 37 40 42 103 111
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
FUTURES ONLY POSITIONS AS OF 09/29/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 24,527
COMMITMENTS
1,251 9,501 936 21,866 13,495 24,053 23,932 474 595
CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: 664)
81 283 179 405 284 665 746 -1 -82
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.1 38.7 3.8 89.2 55.0 98.1 97.6 1.9 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
12 11 8 24 24 43 36
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
FUTURES ONLY POSITIONS AS OF 09/29/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 21,138
COMMITMENTS
6,097 11,020 0 13,772 8,178 19,869 19,198 1,269 1,940
CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: 2,822)
1,348 2,889 0 1,374 121 2,722 3,010 100 -188
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.8 52.1 0.0 65.2 38.7 94.0 90.8 6.0 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
10 19 0 12 8 22 27
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 09/29/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 113,862
COMMITMENTS
21,619 40,567 1,204 59,778 52,569 82,601 94,340 31,261 19,522
CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: -3,702)
-1,969 -1,903 95 -2,202 -4,436 -4,076 -6,244 374 2,542
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.0 35.6 1.1 52.5 46.2 72.5 82.9 27.5 17.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
23 22 6 32 28 59 52
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 09/29/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 47,666
COMMITMENTS
19,166 6,425 424 10,530 29,138 30,120 35,987 17,546 11,679
CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: -4,209)
-2,518 657 276 -582 -3,866 -2,824 -2,933 -1,385 -1,276
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.2 13.5 0.9 22.1 61.1 63.2 75.5 36.8 24.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
12 12 5 14 14 28 29
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 09/29/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 121,918
COMMITMENTS
43,334 30,698 332 72,917 87,412 116,583 118,442 5,335 3,476
CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: -14,800)
-16,150 -2,136 -900 2,939 -12,046 -14,111 -15,082 -689 282
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.5 25.2 0.3 59.8 71.7 95.6 97.1 4.4 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 120)
36 35 3 30 26 67 63
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 09/29/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 159,049
COMMITMENTS
39,216 51,961 5,384 88,988 78,464 133,588 135,809 25,461 23,240
CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: 6,436)
-4,271 11,438 326 11,789 -3,322 7,844 8,442 -1,408 -2,006
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.7 32.7 3.4 56.0 49.3 84.0 85.4 16.0 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103)
20 27 12 33 37 59 70
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 09/29/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 158,298
COMMITMENTS
47,535 22,746 959 79,984 116,054 128,478 139,759 29,820 18,539
CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: -10,953)
-11,498 -6,706 -725 3,745 -3,829 -8,478 -11,260 -2,475 307
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.0 14.4 0.6 50.5 73.3 81.2 88.3 18.8 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113)
34 17 9 39 37 77 59
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 09/29/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 655,912
COMMITMENTS
241,967 53,851 6,752 319,362 554,998 568,081 615,601 87,831 40,311
CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: -10,500)
-5,082 -2,376 709 -4,786 -8,563 -9,159 -10,230 -1,341 -270
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.9 8.2 1.0 48.7 84.6 86.6 93.9 13.4 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 297)
105 37 30 121 79 235 137
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
FUTURES ONLY POSITIONS AS OF 09/29/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 43,870
COMMITMENTS
9,695 32,909 1,084 30,707 6,763 41,486 40,756 2,384 3,114
CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: 8,889)
4,164 3,584 1,076 3,587 4,195 8,827 8,855 62 34
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.1 75.0 2.5 70.0 15.4 94.6 92.9 5.4 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
14 26 2 13 9 27 37
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 09/29/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 35,923
COMMITMENTS
17,100 13,771 900 13,188 18,410 31,188 33,081 4,735 2,842
CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: 707)
400 1,931 124 917 -1,490 1,441 565 -734 142
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
47.6 38.3 2.5 36.7 51.2 86.8 92.1 13.2 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
38 20 10 18 13 57 42
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE Code-122741
FUTURES ONLY POSITIONS AS OF 09/29/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000) OPEN INTEREST: 12,923
COMMITMENTS
8,747 3,417 0 3,626 8,161 12,373 11,578 550 1,345
CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: 1,387)
1,721 1,226 0 -207 -11 1,514 1,215 -127 172
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
67.7 26.4 0.0 28.1 63.2 95.7 89.6 4.3 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
5 8 0 5 6 10 14
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 09/29/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 9,121,419
COMMITMENTS
1474067 498,512 2561704 4485853 5354029 8521624 8414245 599,795 707,174
CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: 169,386)
-18,223 17,880 51,116 130,923 82,361 163,816 151,357 5,570 18,029
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.2 5.5 28.1 49.2 58.7 93.4 92.2 6.6 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 224)
58 39 80 109 105 204 193
BITCOIN - CHICAGO MERCANTILE EXCHANGE Code-133741
FUTURES ONLY POSITIONS AS OF 09/29/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(5 Bitcoins) OPEN INTEREST: 7,324
COMMITMENTS
4,119 6,170 556 0 70 4,675 6,796 2,649 528
CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: -1,102)
41 -384 -719 -67 70 -745 -1,033 -357 -69
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
56.2 84.2 7.6 0.0 1.0 63.8 92.8 36.2 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
40 25 12 0 1 49 31
3-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134741
FUTURES ONLY POSITIONS AS OF 09/29/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($2,500 x Contract IMM Index) OPEN INTEREST: 226,238
COMMITMENTS
20,023 32,337 40,455 165,475 153,341 225,953 226,133 285 105
CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: 16,846)
-1,113 5,362 -112 18,017 11,571 16,792 16,821 54 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.9 14.3 17.9 73.1 67.8 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
12 21 23 18 29 46 59
1-MONTH SOFR - CHICAGO MERCANTILE EXCHANGE Code-134742
FUTURES ONLY POSITIONS AS OF 09/29/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($4,167 x Contract IMM Index) OPEN INTEREST: 192,406
COMMITMENTS
46,677 20,114 27,563 117,999 144,397 192,239 192,074 167 332
CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: 16,526)
3,489 -4,202 3,781 9,165 16,867 16,435 16,446 91 80
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.3 10.5 14.3 61.3 75.0 99.9 99.8 0.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
18 19 25 23 32 50 67
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
FUTURES ONLY POSITIONS AS OF 09/29/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 502,009
COMMITMENTS
75,232 60,600 6,701 365,996 379,896 447,930 447,198 54,080 54,812
CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: -164)
5,305 866 -1,704 -3,167 3,504 434 2,666 -598 -2,830
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.0 12.1 1.3 72.9 75.7 89.2 89.1 10.8 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 543)
88 77 41 256 273 362 373
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE Code-138749
FUTURES ONLY POSITIONS AS OF 09/29/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 x S&P Select Sector Energy Index p OPEN INTEREST: 21,497
COMMITMENTS
215 4,125 0 18,663 12,077 18,878 16,202 2,619 5,295
CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: 1,023)
-257 -140 0 1,159 576 902 436 121 587
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.0 19.2 0.0 86.8 56.2 87.8 75.4 12.2 24.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 3 0 12 11 13 14
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 09/29/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,473,492
COMMITMENTS
368,159 295,965 32,552 1813202 1883786 2213913 2212303 259,579 261,189
CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: 541)
12,527 42 1,505 -27,585 14,668 -13,553 16,215 14,094 -15,674
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.9 12.0 1.3 73.3 76.2 89.5 89.4 10.5 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 543)
88 77 41 256 273 362 373
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 09/29/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 57,016
COMMITMENTS
9,813 1,337 47 37,882 51,885 47,742 53,269 9,274 3,747
CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: -1,714)
77 268 -268 -1,126 -1,112 -1,317 -1,112 -397 -602
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.2 2.3 0.1 66.4 91.0 83.7 93.4 16.3 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
13 5 3 33 28 47 35
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
FUTURES ONLY POSITIONS AS OF 09/29/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 55,119
COMMITMENTS
14,857 30,795 897 29,654 16,769 45,408 48,462 9,711 6,657
CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: -11,284)
-1,819 -12,743 205 -9,580 1,413 -11,194 -11,124 -90 -160
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.0 55.9 1.6 53.8 30.4 82.4 87.9 17.6 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 277)
56 57 21 98 103 165 171
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 09/29/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 275,596
COMMITMENTS
74,283 153,977 4,486 148,270 83,847 227,039 242,310 48,557 33,286
CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: -56,421)
-9,096 -63,713 1,027 -47,902 7,067 -55,971 -55,619 -450 -802
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.0 55.9 1.6 53.8 30.4 82.4 87.9 17.6 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 277)
56 57 21 98 103 165 171
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 09/29/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 128,448
COMMITMENTS
53,816 44,879 1,117 48,694 62,703 103,627 108,699 24,821 19,749
CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: -4,766)
-6,897 505 -22 3,543 -4,028 -3,376 -3,545 -1,390 -1,221
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.9 34.9 0.9 37.9 48.8 80.7 84.6 19.3 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
24 12 7 29 26 55 43
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE Code-239742
FUTURES ONLY POSITIONS AS OF 09/29/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $50) OPEN INTEREST: 497,579
COMMITMENTS
89,846 81,234 3,724 383,801 393,926 477,371 478,884 20,208 18,695
CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: -9,222)
-5,496 -1,982 -979 -2,211 -7,010 -8,686 -9,971 -536 749
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.1 16.3 0.7 77.1 79.2 95.9 96.2 4.1 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 337)
59 44 20 158 129 221 189
EMINI RUSSELL 1000 VALUE INDEX - CHICAGO MERCANTILE EXCHANGE Code-239744
FUTURES ONLY POSITIONS AS OF 09/29/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSELL 1000 VALUE INDEX x $50) OPEN INTEREST: 13,087
COMMITMENTS
591 686 74 11,844 11,931 12,509 12,691 578 396
CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: 39)
233 0 8 -226 -65 15 -57 24 96
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.5 5.2 0.6 90.5 91.2 95.6 97.0 4.4 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 1 1 9 9 11 11
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 09/29/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 14,714
COMMITMENTS
3,309 2,607 7 7,517 8,016 10,833 10,630 3,881 4,084
CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: -26)
136 -1,034 7 -381 1,242 -238 215 212 -241
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.5 17.7 0.0 51.1 54.5 73.6 72.2 26.4 27.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
7 5 1 5 7 12 13
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 09/29/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 39,994
COMMITMENTS
7,370 7,074 2 24,111 19,971 31,483 27,047 8,511 12,947
CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: 4,094)
-856 1,481 -2 4,467 4,401 3,609 5,880 485 -1,786
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.4 17.7 0.0 60.3 49.9 78.7 67.6 21.3 32.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
15 10 2 21 27 36 39
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE Code-43874A
FUTURES ONLY POSITIONS AS OF 09/29/20 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 ANNUAL DIVIDEND INDEX X $250) OPEN INTEREST: 192,268
COMMITMENTS
61,125 3,164 6,274 124,651 182,142 192,050 191,580 218 688
CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST: 1,070)
-1,469 219 296 2,252 555 1,079 1,070 -9 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.8 1.6 3.3 64.8 94.7 99.9 99.6 0.1 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
30 5 6 40 27 73 36
Updated October 02, 2020